+325.3%
IR vs SPG
+133.3%
+192.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +3.7% | +4.9% | -1.2% | +1.6% |
| 30D | +7.4% | +15.6% | -8.2% | +1.0% |
| 3M | -5.9% | +4.1% | -10.0% | -7.6% |
| 6M | +5.6% | +13.6% | -8.0% | -0.1% |
| YTD | +4.8% | +27.5% | -22.7% | -5.4% |
| 1Y | +6.9% | +32.2% | -25.3% | -4.9% |
| 3Y | +27.6% | +126.0% | -98.5% | -8.8% |
| 5Y | +45.8% | +74.7% | -28.9% | +13.1% |
| All | +325.3% | +133.3% | +192.0% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling